Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 19-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
136.68 |
136.87 |
0.19 |
0.1% |
134.18 |
High |
137.09 |
136.87 |
-0.22 |
-0.2% |
137.09 |
Low |
136.68 |
136.56 |
-0.12 |
-0.1% |
134.18 |
Close |
136.88 |
136.69 |
-0.19 |
-0.1% |
136.88 |
Range |
0.41 |
0.31 |
-0.10 |
-24.4% |
2.91 |
ATR |
0.85 |
0.81 |
-0.04 |
-4.4% |
0.00 |
Volume |
10 |
3 |
-7 |
-70.0% |
154 |
|
Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137.64 |
137.47 |
136.86 |
|
R3 |
137.33 |
137.16 |
136.78 |
|
R2 |
137.02 |
137.02 |
136.75 |
|
R1 |
136.85 |
136.85 |
136.72 |
136.78 |
PP |
136.71 |
136.71 |
136.71 |
136.67 |
S1 |
136.54 |
136.54 |
136.66 |
136.47 |
S2 |
136.40 |
136.40 |
136.63 |
|
S3 |
136.09 |
136.23 |
136.60 |
|
S4 |
135.78 |
135.92 |
136.52 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.78 |
143.74 |
138.48 |
|
R3 |
141.87 |
140.83 |
137.68 |
|
R2 |
138.96 |
138.96 |
137.41 |
|
R1 |
137.92 |
137.92 |
137.15 |
138.44 |
PP |
136.05 |
136.05 |
136.05 |
136.31 |
S1 |
135.01 |
135.01 |
136.61 |
135.53 |
S2 |
133.14 |
133.14 |
136.35 |
|
S3 |
130.23 |
132.10 |
136.08 |
|
S4 |
127.32 |
129.19 |
135.28 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.19 |
2.618 |
137.68 |
1.618 |
137.37 |
1.000 |
137.18 |
0.618 |
137.06 |
HIGH |
136.87 |
0.618 |
136.75 |
0.500 |
136.72 |
0.382 |
136.68 |
LOW |
136.56 |
0.618 |
136.37 |
1.000 |
136.25 |
1.618 |
136.06 |
2.618 |
135.75 |
4.250 |
135.24 |
|
|
Fisher Pivots for day following 19-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
136.72 |
136.63 |
PP |
136.71 |
136.56 |
S1 |
136.70 |
136.50 |
|